Jiri Svec

The University of Sydney - Discipline of Finance

Lecturer

P.O. Box H58

Sydney, NSW 2006

Australia

  • The University of Sydney - Discipline of Finance

    • Email
    • Tel: +61 2 9036 6241
SCHOLARLY PAPERS

14

DOWNLOADS
Rank 18,895

SSRN RANKINGS

Top 18,895

in Total Papers Downloads

5,196

SSRN CITATIONS
Rank 29,745

SSRN RANKINGS

Top 29,745

in Total Papers Citations

38

CROSSREF CITATIONS

1

Scholarly Papers (14)

Actions:
Email selected abstracts
1.

Better than Bitcoin? Can cryptocurrencies beat inflation?

Downloads 1,907 (17,097)

Better than Bitcoin? Can cryptocurrencies beat inflation?

Number of pages: 14 Posted: 24 Nov 2021
Ester Félez-Viñas, Sean Foley, Jonathan R. Karlsen and Jiri Svec
University of Technology Sydney, Macquarie University, The University of Western Australia and The University of Sydney - Discipline of Finance
Downloads 1,699 (20,112)

Abstract:

Loading...

Bitcoin, Ethereum, cryptocurrency, deflationary, gold, inflation

Better than Bitcoin? Can Cryptocurrencies Beat Inflation?

Number of pages: 15 Posted: 07 Dec 2021
Ester Félez-Viñas, Sean Foley, Jonathan R. Karlsen and Jiri Svec
University of Technology Sydney, Macquarie University, The University of Western Australia and The University of Sydney - Discipline of Finance
Downloads 208 (279,184)

Abstract:

Loading...

E31 G18 O31 O32 O33

2.

Decentralized Exchanges: The 'Wild West' of Cryptocurrency Trading

International Review of Financial Analysis, Forthcoming
Number of pages: 30 Posted: 21 Dec 2020 Last Revised: 29 Jul 2021
Angelo Aspris, Sean Foley, Jiri Svec and Leqi Wang
University of Sydney - Discipline of Finance, Macquarie University, The University of Sydney - Discipline of Finance and The University of Sydney, Students
Downloads 867 (54,338)
Citation 23

Abstract:

Loading...

Decentralized Exchange, DEX, ICO, ERC-20 Tokens, DeFi, Cryptocurrency

3.

When bigger is better: The impact of a tiny tick size on undercutting behavior

Number of pages: 37 Posted: 25 Jun 2018 Last Revised: 26 Jun 2020
Anne Haubo Dyhrberg, Sean Foley and Jiri Svec
Wilfrid Laurier University - Lazaridis School of Business and Economics, Macquarie University and The University of Sydney - Discipline of Finance
Downloads 611 (85,615)
Citation 27

Abstract:

Loading...

market microstructure, tick size, trading behavior, bitcoin, cryptocurrency

4.

Capital Structure Arbitrage: An Analysis of the Australian CDS Market

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 44 Posted: 15 Dec 2010 Last Revised: 13 Feb 2011
Jiri Svec and Nick Reeves
The University of Sydney - Discipline of Finance and affiliation not provided to SSRN
Downloads 403 (141,749)
Citation 2

Abstract:

Loading...

Capital Structure Arbitrage, Credit Default Swaps, Model Evaluation

5.

What is the Expected Return on Bitcoin? Extracting the Term Structure of Returns from Options Prices

Downloads 325 (179,567)
Citation 1

What is the Expected Return on Bitcoin? Extracting the Term Structure of Returns from Options Prices

Number of pages: 14 Posted: 09 Oct 2021 Last Revised: 04 Jan 2022
Sean Foley, Simeng Li, Hamish Malloch and Jiri Svec
Macquarie University, The University of Sydney, The University of Sydney and The University of Sydney - Discipline of Finance
Downloads 247 (236,655)
Citation 1

Abstract:

Loading...

Bitcoin, cryptocurrency, expected return, term structure, risk premium

What Is the Expected Return on Bitcoin? Extracting the Term Structure of Returns from Options Prices

Number of pages: 13 Posted: 05 Oct 2021
Sean Foley, Simeng Li, Hamish Malloch and Jiri Svec
Macquarie University, affiliation not provided to SSRN, The University of Sydney and The University of Sydney - Discipline of Finance
Downloads 78 (599,287)

Abstract:

Loading...

Bitcoin, cryptocurrency, expected return, term structure, risk premium

6.

Option Implied Dividends and the Market Risk Premium

Downloads 246 (238,797)

Option Implied Dividends and the Market Risk Premium

Number of pages: 27 Posted: 12 Sep 2023
Jiri Svec, Angelo Aspris and Hamish Malloch
The University of Sydney - Discipline of Finance, University of Sydney - Discipline of Finance and The University of Sydney
Downloads 180 (318,873)

Abstract:

Loading...

Option implied dividends, dividend prediction, market risk premium. JEL Codes: G12, G13, G17

Option Implied Dividends and the Market Risk Premium

Number of pages: 11 Posted: 27 Mar 2023
Hamish Malloch, Angelo Aspris and Jiri Svec
The University of Sydney, University of Sydney - Discipline of Finance and The University of Sydney - Discipline of Finance
Downloads 66 (658,312)

Abstract:

Loading...

Option implied dividends, dividend prediction, market risk premium

7.

The Information Content of Ratings: An Analysis of Australian CDS Spreads

Number of pages: 39 Posted: 15 Nov 2011
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 182 (316,158)

Abstract:

Loading...

Credit rating, Ratings changes, Credit default swaps, Event study, Market reaction, Emerging market

8.

Firms That Age Well: Life Cycles and Default Risk

Number of pages: 13 Posted: 18 Feb 2021 Last Revised: 14 Jan 2022
Attila Balogh, Jiri Svec and Danika J. Wright
University of Melbourne - Department of Finance, The University of Sydney - Discipline of Finance and The University of Sydney - Discipline of Finance
Downloads 154 (365,232)

Abstract:

Loading...

Credit default swap, Credit risk, Firm life cycle

9.

A Structural Approach to Estimate Market-Assessed Sovereign Credit Risk

Number of pages: 35 Posted: 20 Aug 2012
Jue Wang, Jiri Svec and Maurice Peat
University of Sydney Business School, The University of Sydney - Discipline of Finance and The University of Sydney
Downloads 122 (438,546)

Abstract:

Loading...

Sovereign credit risk, credit default swap, structural model

10.

Can Bitcoin be Trusted? Quantifying the Economic Value of Blockchain Transactions

Number of pages: 28 Posted: 17 Jul 2020 Last Revised: 27 Sep 2021
Anne Haubo Dyhrberg, Sean Foley, Jiri Svec and Benjamin M. Cole
Wilfrid Laurier University - Lazaridis School of Business and Economics, Macquarie University, The University of Sydney - Discipline of Finance and Fordham University
Downloads 115 (458,502)

Abstract:

Loading...

Bitcoin, Blockchain, Distributed Ledger Technology, Wallet Addresses, Adoption

11.

Not so Fast: Identifying and Remediating Slow and Imprecise Cryptocurrency Exchange Data

Number of pages: 15 Posted: 07 Jul 2022
Sean Foley, William Krekel, Vito Mollica and Jiri Svec
Macquarie University, Macquarie University, Macquarie Graduate School of Management and The University of Sydney - Discipline of Finance
Downloads 93 (531,541)

Abstract:

Loading...

cryptocurrency, Bitcoin, Ethereum, Market Microstructure, Trade Data, Kaiko, Market Order Aggregation, Trade Direction

12.

The Game Changer: Regulatory Reform and Multiple Credit Ratings

Journal of Banking and Finance, Vol. 133, 106279, 2021
Number of pages: 35 Posted: 16 Aug 2021 Last Revised: 03 Apr 2023
He Huang, Jiri Svec and Eliza Wu
The University of Sydney, Discipline of Finance, The University of Sydney - Discipline of Finance and The University of Sydney - Business School
Downloads 86 (558,234)
Citation 1

Abstract:

Loading...

Financial regulation, Dodd-Frank, credit ratings, corporate bonds

13.

Market-Based Structural Determinants of Australian CDS Spreads

Number of pages: 43 Posted: 06 Oct 2011
Andrew Ainsworth and Jiri Svec
University of Wollongong - School of Accounting, Economics & Finance and The University of Sydney - Discipline of Finance
Downloads 85 (562,217)

Abstract:

Loading...

credit default swaps, structural models, asset value uncertainty, financial crisis

14.

Underwritten Dividend Reinvestment Plans and Conflicts of Interest

Forthcoming: Journal Of Business Finance and Accounting, Issue 43 9-10
Posted: 11 Oct 2016
Sean Foley, Graham Partington, Nicholas Pricha and Jiri Svec
Macquarie University, University of Sydney - School of Business - Finance Discipline, Independent and The University of Sydney - Discipline of Finance

Abstract:

Loading...

Conflicts of interest, Dividend reinvestment plans, DRIP, Underpricing, Underwriter, Rights issues, SEO